A classic text in the field, this new edition features a new co-author and provides a well-balanced and comprehensive study of current econometric theory and practice for undergraduate or graduate study. Traditional topics are carefully blended with newer techniques and trends. While the authors of this text assume students have taken a basic course in statistics, they provide a complete appendix on basic statistical theory for those who may need a refresher. In addition, the authors include in an appendix a review of all relevant topics in matrix algebra. Includes data disk.
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Further Aspects of TwoVariable Relationships
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2SLS Appendix assumption asymptotic autocorrelation coefficients autoregressive bivariate bootstrap calculated Chapter cointegrating cointegrating relation column compute conditional confidence interval consistent estimates constant correlation coefficient correlogram covariance critical values denote density dependent variable derived deviation difference dummy variables Durbin-Watson Econometrics economic eigenvalues equation example exogenous explanatory variables F-statistic first-order fixed effects estimator follows forecast function given gives heteroscedasticity homoscedasticity income independent inference procedures instrumental variable intercept lagged least squares linear combination Log likelihood matrix maximum likelihood Monte Carlo normally distributed null hypothesis observations obtained OLS estimates OLS regression orthogonal panel data parameters Partial correlation percent prediction Prob probability probit problem R-squared random effects random effects estimator regressors rejected relevant residuals restrictions sample Schwarz criterion shown simple slope specification standard errors stationary sum of squares Table test statistic tion transformed unbiased unit root variance variance-covariance matrix wage white noise zero mean